A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series /
Marcellino, Massimiliano
Stock, James H.
Watson, Mark W.
Centre for Economic Policy Research (Great Britain)
London : Centre for Economic Policy Research,
2005.
Title from caption.
"International macroeconomics"--Cover.
"March 2005."
Includes bibliographical references.
Economic forecasting
Autoregression (Statistics)
Time-series analysis.